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Pricing catastrophe swaps : a contingent claims approach
Braun, Alexander - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 520-536
Persistent link: https://www.econbiz.de/10009404673
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An analysis of pricing and basis risk for industry loss warranties
Gatzert, Nadine (contributor); Schmeiser, Hato (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674191
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Industry loss warranties : contract features, pricing, and central demand factors
Gatzert, Nadine; Schmeiser, Hato - In: Journal of risk finance : the convergence of financial … 13 (2012) 1, pp. 13-31
Persistent link: https://www.econbiz.de/10009488915
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An analysis of pricing and basis risk for industry loss warranties
Gatzert, Nadine; Schmeiser, Hato; Toplek, Denis - In: Zeitschrift für die gesamte Versicherungswissenschaft … 100 (2011) 4, pp. 517-537
Persistent link: https://www.econbiz.de/10009405629
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On the pricing of double-trigger reinsurance products
Schmeiser, Hato; Gründl, Helmut - 2000 - Rev. version
Persistent link: https://www.econbiz.de/10001490291
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Industry Loss Warranties : Contract Features, Pricing, and Central Demand Factors
Gatzert, Nadine - 2012
Persistent link: https://www.econbiz.de/10013101725
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An Analysis of Pricing and Basis Risk for Industry Loss Warranties
Gatzert, Nadine - 2012
In recent years, industry loss warranties (ILWs) have become increasingly popular in the reinsurance market. The defining feature of ILW contracts is their dependence on an industry loss index. The use of an index reduces moral hazard and generally results in lower prices compared to...
Persistent link: https://www.econbiz.de/10013101727
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On the optimal management of counterparty risk in reinsurance contracts
Reichel, Lukas; Schmeiser, Hato; Schreiber, Florian - In: Journal of economic behavior & organization : JEBO 201 (2022), pp. 374-394
Persistent link: https://www.econbiz.de/10013426593